For me, the three definitive ZF Getting Started tutorials are:
- Quick Start from Zend
- Album tutorial from Rob Allen
- Surviving the Deep End from Padraic Brady
Two additional applications which I have found helpful, though a little more advanced, are:
- Dasprid's blog (src), from Ben Scholzen
- PHPPlaneta, from Robert Basic
Learned a lot from all of them.
And, of course:
ZendCasts
In the end, Rob Allen's answer says it all.